-44.0%
S vs PTC
+38.7%
-82.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | -7.3% | +0.9% | -8.2% | -7.8% |
| 3M | +5.9% | +30.4% | -24.5% | -16.5% |
| 6M | +45.6% | +34.4% | +11.2% | +9.9% |
| YTD | +58.5% | +12.6% | +45.9% | +40.1% |
| 1Y | +37.6% | +10.2% | +27.4% | +24.4% |
| 3Y | +51.7% | +29.4% | +22.3% | +12.2% |
| 5Y | -67.5% | +63.7% | -131.2% | -80.9% |
| All | -44.0% | +38.7% | -82.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling